The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AETNA INC NEW | COM | 00817Y108 | 34 | 274 | SH | DFND | 1 | 274 | 0 | 0 | |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 3,274 | 37,284 | SH | DFND | 1 | 37,284 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 608 | 13,003 | SH | DFND | 1 | 13,003 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 5,176 | 4,940,000 | PRN | DFND | 1 | 0 | 0 | 4,940,000 | |
| CITIGROUP INC | COM NEW | 172967424 | 1,767 | 29,728 | SH | DFND | 1 | 29,728 | 0 | 0 | |
| ENBRIDGE INC | NOTE 6.000% 1/1 | 29250NAN5 | 14,993 | 15,000,000 | PRN | DFND | 1 | 0 | 0 | 15,000,000 | |
| HSBC HLDGS PLC | NOTE 6.375%12/3 | 404280AT6 | 45,086 | 44,590,000 | PRN | DFND | 1 | 0 | 0 | 44,590,000 | |
| JD COM INC | SPON ADR CL A | 47215P106 | 1,160 | 45,561 | SH | DFND | 1 | 45,561 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 23 | 37,937 | PRN | DFND | 1 | 37,937 | 0 | 0 | |
| LLOYDS BANKING GROUP PLC | SDCV 7.500%12/3 | 539439AG4 | 48,448 | 46,885,000 | PRN | DFND | 1 | 0 | 0 | 46,885,000 | |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 4,977 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 1 | 10 | SH | DFND | 1 | 10 | 0 | 0 | |
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 216,506 | 9,268,231 | SH | DFND | 1 | 0 | 0 | 9,268,231 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 3 | 2,000 | PRN | DFND | 1 | 2,000 | 0 | 0 | |
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3 | 108 | SH | DFND | 1 | 108 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| RED ROCK RESORTS INC | CL A | 75700L108 | 578 | 24,922 | SH | DFND | 1 | 24,922 | 0 | 0 | |
| ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 86,606 | 84,680,000 | PRN | DFND | 1 | 0 | 0 | 84,680,000 | |
| SEMGROUP CORP | CL A | 81663A105 | 1,042 | 24,938 | SH | DFND | 1 | 24,938 | 0 | 0 | |
| VERSO CORP | CL A | 92531L207 | 10,262 | 1,445,248 | SH | DFND | 1 | 1,445,248 | 0 | 0 | |
| WELLS FARGO & CO NEW | COM | 949746101 | 1,654 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
| WISDOMTREE TR | HIGH DIV FD | 97717W208 | 196 | 2,910 | SH | DFND | 1 | 0 | 0 | 2,910 | |
| WISDOMTREE TR | EMER MKT HIGH FD | 97717W315 | 19 | 500 | SH | DFND | 1 | 0 | 0 | 500 | |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 8 | 82 | SH | DFND | 1 | 82 | 0 | 0 | |